-2.7%
ENTG vs DPZ
-28.2%
+25.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | -9.3% | +2.2% | -11.4% | -10.1% |
| 30D | -16.4% | +6.7% | -23.1% | -18.7% |
| 3M | -3.8% | -4.5% | +0.7% | -3.4% |
| 6M | -6.9% | +3.3% | -10.2% | -11.1% |
| YTD | +65.0% | -19.4% | +84.4% | +76.2% |
| 1Y | +61.7% | -17.3% | +79.0% | +70.0% |
| 3Y | +46.6% | -8.4% | +55.0% | +42.9% |
| 5Y | -2.7% | -28.2% | +25.5% | +5.3% |
| All | -2.7% | -28.2% | +25.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling